| 更新時間： | 2018年4月19日 PM 10:19:00 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/01/18 | 19.150% | 32607.29 | 11.529% | 11.319% | +7.831% | 11.319% | +7.831% |
| 31/01/18 | 18.260% | 32887.27 | 11.657% | 11.623% | +6.637% | 14.201% | +4.059% |
| 01/02/18 | 17.860% | 32642.09 | 12.205% | 11.794% | +6.066% | 14.313% | +3.547% |
| 02/02/18 | 17.320% | 32601.78 | 12.290% | 11.954% | +5.366% | 14.409% | +2.911% |
| 05/02/18 | 18.930% | 32245.22 | 13.154% | 12.167% | +6.763% | 14.366% | +4.564% |
| 06/02/18 | 27.250% | 30595.42 | 22.855% | 14.432% | +12.818% | 16.921% | +10.329% |
| 07/02/18 | 25.720% | 30323.20 | 23.011% | 16.703% | +9.017% | 19.447% | +6.273% |
| 08/02/18 | 24.560% | 30451.27 | 23.078% | 18.877% | +5.683% | 21.824% | +2.736% |
| 09/02/18 | 28.290% | 29507.42 | 25.177% | 21.455% | +6.835% | 24.627% | +3.663% |
| 12/02/18 | 25.880% | 29459.63 | 25.095% | 23.843% | +2.037% | 26.781% | -0.901% |
| 13/02/18 | 24.520% | 29839.53 | 25.304% | 24.333% | +0.187% | 27.131% | -2.611% |
| 14/02/18 | 23.360% | 30515.60 | 26.815% | 25.094% | -1.734% | 27.773% | -4.413% |
| 15/02/18 | 22.890% | 31115.43 | 27.868% | 26.052% | -3.162% | 28.619% | -5.729% |
| 20/02/18 | 24.120% | 30873.63 | 27.940% | 26.604% | -2.484% | 28.134% | -4.014% |
| 21/02/18 | 22.270% | 31431.89 | 28.803% | 27.346% | -5.076% | 28.693% | -6.423% |
| 22/02/18 | 24.560% | 30965.68 | 28.861% | 28.057% | -3.497% | 29.209% | -4.649% |
| 23/02/18 | 23.190% | 31267.17 | 29.155% | 28.525% | -5.335% | 29.462% | -6.272% |
| 26/02/18 | 21.470% | 31498.60 | 28.892% | 28.730% | -7.260% | 28.966% | -7.496% |
| 27/02/18 | 22.290% | 31268.66 | 28.712% | 28.884% | -6.594% | 28.884% | -6.594% |
| 28/02/18 | 23.110% | 30844.72 | 28.703% | 28.865% | -5.755% | 35.503% | -12.393% |
| 01/03/18 | 22.690% | 31044.25 | 28.419% | 28.776% | -6.086% | 35.158% | -12.468% |
| 02/03/18 | 25.380% | 30583.45 | 28.657% | 28.677% | -3.297% | 34.801% | -9.421% |
| 05/03/18 | 25.930% | 29886.39 | 29.191% | 28.737% | -2.807% | 34.165% | -8.235% |
| 06/03/18 | 23.830% | 30510.73 | 30.410% | 29.076% | -5.246% | 34.330% | -10.500% |
| 07/03/18 | 25.020% | 30196.92 | 30.147% | 29.365% | -4.345% | 34.430% | -9.410% |
| 08/03/18 | 23.260% | 30654.52 | 24.259% | 28.533% | -5.273% | 33.220% | -9.960% |
| 09/03/18 | 22.180% | 30996.21 | 24.366% | 27.675% | -5.495% | 31.994% | -9.814% |
| 12/03/18 | 21.010% | 31594.33 | 25.076% | 26.852% | -5.842% | 30.381% | -9.371% |
| 13/03/18 | 20.560% | 31601.45 | 22.926% | 25.355% | -4.795% | 28.479% | -7.919% |
| 14/03/18 | 20.370% | 31435.01 | 23.125% | 23.951% | -3.581% | 26.705% | -6.335% |
| 15/03/18 | 20.560% | 31541.10 | 22.381% | 23.575% | -3.015% | 26.092% | -5.532% |
| 16/03/18 | 20.750% | 31501.97 | 20.549% | 22.812% | -2.062% | 25.060% | -4.310% |
| 19/03/18 | 20.440% | 31513.76 | 19.096% | 21.615% | -1.175% | 23.213% | -2.773% |
| 20/03/18 | 21.140% | 31549.93 | 18.988% | 20.828% | +0.312% | 22.196% | -1.056% |
| 21/03/18 | 21.740% | 31414.52 | 17.716% | 19.746% | +1.994% | 20.881% | +0.859% |
| 22/03/18 | 22.730% | 31071.05 | 17.656% | 18.801% | +3.929% | 19.728% | +3.002% |
| 23/03/18 | 27.280% | 30309.29 | 19.036% | 18.499% | +8.781% | 19.258% | +8.022% |
| 26/03/18 | 25.190% | 30548.77 | 19.051% | 18.489% | +6.701% | 18.793% | +6.397% |
| 27/03/18 | 24.860% | 30790.83 | 19.240% | 18.540% | +6.320% | 18.692% | +6.168% |
| 28/03/18 | 28.490% | 30022.53 | 20.753% | 19.147% | +9.343% | 19.147% | +9.343% |
| 29/03/18 | 26.140% | 30093.38 | 20.551% | 19.726% | +6.414% | 24.425% | +1.715% |
| 03/04/18 | 24.970% | 30180.10 | 20.182% | 19.955% | +5.015% | 23.889% | +1.081% |
| 04/04/18 | 25.900% | 29518.69 | 20.553% | 20.256% | +5.644% | 24.083% | +1.817% |
| 06/04/18 | 24.590% | 29844.94 | 19.148% | 20.238% | +4.352% | 23.728% | +0.862% |
| 09/04/18 | 23.120% | 30229.58 | 19.527% | 19.992% | +3.128% | 22.948% | +0.172% |
| 10/04/18 | 22.310% | 30728.74 | 19.663% | 19.815% | +2.495% | 22.582% | -0.272% |
| 11/04/18 | 21.920% | 30897.71 | 19.437% | 19.666% | +2.254% | 22.250% | -0.330% |
| 12/04/18 | 21.780% | 30831.28 | 18.416% | 19.238% | +2.542% | 21.608% | +0.172% |
| 13/04/18 | 20.220% | 30808.38 | 18.381% | 19.085% | +1.135% | 21.279% | -1.059% |
| 16/04/18 | 21.410% | 30315.59 | 18.842% | 18.948% | +2.462% | 20.660% | +0.750% |
| 17/04/18 | 20.290% | 30062.75 | 18.964% | 18.808% | +1.482% | 20.353% | -0.063% |
| 18/04/18 | 18.670% | 30284.25 | 19.231% | 18.767% | -0.097% | 20.154% | -1.484% |
| 19/04/18 | 17.560% | 30708.44 | 19.997% | 19.083% | -1.523% | 20.337% | -2.777% |
| 更新時間： | 2018年4月19日 PM 10:19:00 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/01/18 | 19.150% | 32607.29 | 11.529% | 11.319% | +7.831% | 11.319% | +7.831% |
| 31/01/18 | 18.260% | 32887.27 | 11.657% | 11.623% | +6.637% | 14.201% | +4.059% |
| 01/02/18 | 17.860% | 32642.09 | 12.205% | 11.794% | +6.066% | 14.313% | +3.547% |
| 02/02/18 | 17.320% | 32601.78 | 12.290% | 11.954% | +5.366% | 14.409% | +2.911% |
| 05/02/18 | 18.930% | 32245.22 | 13.154% | 12.167% | +6.763% | 14.366% | +4.564% |
| 06/02/18 | 27.250% | 30595.42 | 22.855% | 14.432% | +12.818% | 16.921% | +10.329% |
| 07/02/18 | 25.720% | 30323.20 | 23.011% | 16.703% | +9.017% | 19.447% | +6.273% |
| 08/02/18 | 24.560% | 30451.27 | 23.078% | 18.877% | +5.683% | 21.824% | +2.736% |
| 09/02/18 | 28.290% | 29507.42 | 25.177% | 21.455% | +6.835% | 24.627% | +3.663% |
| 12/02/18 | 25.880% | 29459.63 | 25.095% | 23.843% | +2.037% | 26.781% | -0.901% |
| 13/02/18 | 24.520% | 29839.53 | 25.304% | 24.333% | +0.187% | 27.131% | -2.611% |
| 14/02/18 | 23.360% | 30515.60 | 26.815% | 25.094% | -1.734% | 27.773% | -4.413% |
| 15/02/18 | 22.890% | 31115.43 | 27.868% | 26.052% | -3.162% | 28.619% | -5.729% |
| 20/02/18 | 24.120% | 30873.63 | 27.940% | 26.604% | -2.484% | 28.134% | -4.014% |
| 21/02/18 | 22.270% | 31431.89 | 28.803% | 27.346% | -5.076% | 28.693% | -6.423% |
| 22/02/18 | 24.560% | 30965.68 | 28.861% | 28.057% | -3.497% | 29.209% | -4.649% |
| 23/02/18 | 23.190% | 31267.17 | 29.155% | 28.525% | -5.335% | 29.462% | -6.272% |
| 26/02/18 | 21.470% | 31498.60 | 28.892% | 28.730% | -7.260% | 28.966% | -7.496% |
| 27/02/18 | 22.290% | 31268.66 | 28.712% | 28.884% | -6.594% | 28.884% | -6.594% |
| 28/02/18 | 23.110% | 30844.72 | 28.703% | 28.865% | -5.755% | 35.503% | -12.393% |
| 01/03/18 | 22.690% | 31044.25 | 28.419% | 28.776% | -6.086% | 35.158% | -12.468% |
| 02/03/18 | 25.380% | 30583.45 | 28.657% | 28.677% | -3.297% | 34.801% | -9.421% |
| 05/03/18 | 25.930% | 29886.39 | 29.191% | 28.737% | -2.807% | 34.165% | -8.235% |
| 06/03/18 | 23.830% | 30510.73 | 30.410% | 29.076% | -5.246% | 34.330% | -10.500% |
| 07/03/18 | 25.020% | 30196.92 | 30.147% | 29.365% | -4.345% | 34.430% | -9.410% |
| 08/03/18 | 23.260% | 30654.52 | 24.259% | 28.533% | -5.273% | 33.220% | -9.960% |
| 09/03/18 | 22.180% | 30996.21 | 24.366% | 27.675% | -5.495% | 31.994% | -9.814% |
| 12/03/18 | 21.010% | 31594.33 | 25.076% | 26.852% | -5.842% | 30.381% | -9.371% |
| 13/03/18 | 20.560% | 31601.45 | 22.926% | 25.355% | -4.795% | 28.479% | -7.919% |
| 14/03/18 | 20.370% | 31435.01 | 23.125% | 23.951% | -3.581% | 26.705% | -6.335% |
| 15/03/18 | 20.560% | 31541.10 | 22.381% | 23.575% | -3.015% | 26.092% | -5.532% |
| 16/03/18 | 20.750% | 31501.97 | 20.549% | 22.812% | -2.062% | 25.060% | -4.310% |
| 19/03/18 | 20.440% | 31513.76 | 19.096% | 21.615% | -1.175% | 23.213% | -2.773% |
| 20/03/18 | 21.140% | 31549.93 | 18.988% | 20.828% | +0.312% | 22.196% | -1.056% |
| 21/03/18 | 21.740% | 31414.52 | 17.716% | 19.746% | +1.994% | 20.881% | +0.859% |
| 22/03/18 | 22.730% | 31071.05 | 17.656% | 18.801% | +3.929% | 19.728% | +3.002% |
| 23/03/18 | 27.280% | 30309.29 | 19.036% | 18.499% | +8.781% | 19.258% | +8.022% |
| 26/03/18 | 25.190% | 30548.77 | 19.051% | 18.489% | +6.701% | 18.793% | +6.397% |
| 27/03/18 | 24.860% | 30790.83 | 19.240% | 18.540% | +6.320% | 18.692% | +6.168% |
| 28/03/18 | 28.490% | 30022.53 | 20.753% | 19.147% | +9.343% | 19.147% | +9.343% |
| 29/03/18 | 26.140% | 30093.38 | 20.551% | 19.726% | +6.414% | 24.425% | +1.715% |
| 03/04/18 | 24.970% | 30180.10 | 20.182% | 19.955% | +5.015% | 23.889% | +1.081% |
| 04/04/18 | 25.900% | 29518.69 | 20.553% | 20.256% | +5.644% | 24.083% | +1.817% |
| 06/04/18 | 24.590% | 29844.94 | 19.148% | 20.238% | +4.352% | 23.728% | +0.862% |
| 09/04/18 | 23.120% | 30229.58 | 19.527% | 19.992% | +3.128% | 22.948% | +0.172% |
| 10/04/18 | 22.310% | 30728.74 | 19.663% | 19.815% | +2.495% | 22.582% | -0.272% |
| 11/04/18 | 21.920% | 30897.71 | 19.437% | 19.666% | +2.254% | 22.250% | -0.330% |
| 12/04/18 | 21.780% | 30831.28 | 18.416% | 19.238% | +2.542% | 21.608% | +0.172% |
| 13/04/18 | 20.220% | 30808.38 | 18.381% | 19.085% | +1.135% | 21.279% | -1.059% |
| 16/04/18 | 21.410% | 30315.59 | 18.842% | 18.948% | +2.462% | 20.660% | +0.750% |
| 17/04/18 | 20.290% | 30062.75 | 18.964% | 18.808% | +1.482% | 20.353% | -0.063% |
| 18/04/18 | 18.670% | 30284.25 | 19.231% | 18.767% | -0.097% | 20.154% | -1.484% |
| 19/04/18 | 17.560% | 30708.44 | 19.997% | 19.083% | -1.523% | 20.337% | -2.777% |
| 更新時間： | 2018年4月19日 PM 10:19:00 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/01/18 | 19.150% | 32607.29 | 11.529% | 11.319% | +7.831% | 11.319% | +7.831% |
| 31/01/18 | 18.260% | 32887.27 | 11.657% | 11.623% | +6.637% | 14.201% | +4.059% |
| 01/02/18 | 17.860% | 32642.09 | 12.205% | 11.794% | +6.066% | 14.313% | +3.547% |
| 02/02/18 | 17.320% | 32601.78 | 12.290% | 11.954% | +5.366% | 14.409% | +2.911% |
| 05/02/18 | 18.930% | 32245.22 | 13.154% | 12.167% | +6.763% | 14.366% | +4.564% |
| 06/02/18 | 27.250% | 30595.42 | 22.855% | 14.432% | +12.818% | 16.921% | +10.329% |
| 07/02/18 | 25.720% | 30323.20 | 23.011% | 16.703% | +9.017% | 19.447% | +6.273% |
| 08/02/18 | 24.560% | 30451.27 | 23.078% | 18.877% | +5.683% | 21.824% | +2.736% |
| 09/02/18 | 28.290% | 29507.42 | 25.177% | 21.455% | +6.835% | 24.627% | +3.663% |
| 12/02/18 | 25.880% | 29459.63 | 25.095% | 23.843% | +2.037% | 26.781% | -0.901% |
| 13/02/18 | 24.520% | 29839.53 | 25.304% | 24.333% | +0.187% | 27.131% | -2.611% |
| 14/02/18 | 23.360% | 30515.60 | 26.815% | 25.094% | -1.734% | 27.773% | -4.413% |
| 15/02/18 | 22.890% | 31115.43 | 27.868% | 26.052% | -3.162% | 28.619% | -5.729% |
| 20/02/18 | 24.120% | 30873.63 | 27.940% | 26.604% | -2.484% | 28.134% | -4.014% |
| 21/02/18 | 22.270% | 31431.89 | 28.803% | 27.346% | -5.076% | 28.693% | -6.423% |
| 22/02/18 | 24.560% | 30965.68 | 28.861% | 28.057% | -3.497% | 29.209% | -4.649% |
| 23/02/18 | 23.190% | 31267.17 | 29.155% | 28.525% | -5.335% | 29.462% | -6.272% |
| 26/02/18 | 21.470% | 31498.60 | 28.892% | 28.730% | -7.260% | 28.966% | -7.496% |
| 27/02/18 | 22.290% | 31268.66 | 28.712% | 28.884% | -6.594% | 28.884% | -6.594% |
| 28/02/18 | 23.110% | 30844.72 | 28.703% | 28.865% | -5.755% | 35.503% | -12.393% |
| 01/03/18 | 22.690% | 31044.25 | 28.419% | 28.776% | -6.086% | 35.158% | -12.468% |
| 02/03/18 | 25.380% | 30583.45 | 28.657% | 28.677% | -3.297% | 34.801% | -9.421% |
| 05/03/18 | 25.930% | 29886.39 | 29.191% | 28.737% | -2.807% | 34.165% | -8.235% |
| 06/03/18 | 23.830% | 30510.73 | 30.410% | 29.076% | -5.246% | 34.330% | -10.500% |
| 07/03/18 | 25.020% | 30196.92 | 30.147% | 29.365% | -4.345% | 34.430% | -9.410% |
| 08/03/18 | 23.260% | 30654.52 | 24.259% | 28.533% | -5.273% | 33.220% | -9.960% |
| 09/03/18 | 22.180% | 30996.21 | 24.366% | 27.675% | -5.495% | 31.994% | -9.814% |
| 12/03/18 | 21.010% | 31594.33 | 25.076% | 26.852% | -5.842% | 30.381% | -9.371% |
| 13/03/18 | 20.560% | 31601.45 | 22.926% | 25.355% | -4.795% | 28.479% | -7.919% |
| 14/03/18 | 20.370% | 31435.01 | 23.125% | 23.951% | -3.581% | 26.705% | -6.335% |
| 15/03/18 | 20.560% | 31541.10 | 22.381% | 23.575% | -3.015% | 26.092% | -5.532% |
| 16/03/18 | 20.750% | 31501.97 | 20.549% | 22.812% | -2.062% | 25.060% | -4.310% |
| 19/03/18 | 20.440% | 31513.76 | 19.096% | 21.615% | -1.175% | 23.213% | -2.773% |
| 20/03/18 | 21.140% | 31549.93 | 18.988% | 20.828% | +0.312% | 22.196% | -1.056% |
| 21/03/18 | 21.740% | 31414.52 | 17.716% | 19.746% | +1.994% | 20.881% | +0.859% |
| 22/03/18 | 22.730% | 31071.05 | 17.656% | 18.801% | +3.929% | 19.728% | +3.002% |
| 23/03/18 | 27.280% | 30309.29 | 19.036% | 18.499% | +8.781% | 19.258% | +8.022% |
| 26/03/18 | 25.190% | 30548.77 | 19.051% | 18.489% | +6.701% | 18.793% | +6.397% |
| 27/03/18 | 24.860% | 30790.83 | 19.240% | 18.540% | +6.320% | 18.692% | +6.168% |
| 28/03/18 | 28.490% | 30022.53 | 20.753% | 19.147% | +9.343% | 19.147% | +9.343% |
| 29/03/18 | 26.140% | 30093.38 | 20.551% | 19.726% | +6.414% | 24.425% | +1.715% |
| 03/04/18 | 24.970% | 30180.10 | 20.182% | 19.955% | +5.015% | 23.889% | +1.081% |
| 04/04/18 | 25.900% | 29518.69 | 20.553% | 20.256% | +5.644% | 24.083% | +1.817% |
| 06/04/18 | 24.590% | 29844.94 | 19.148% | 20.238% | +4.352% | 23.728% | +0.862% |
| 09/04/18 | 23.120% | 30229.58 | 19.527% | 19.992% | +3.128% | 22.948% | +0.172% |
| 10/04/18 | 22.310% | 30728.74 | 19.663% | 19.815% | +2.495% | 22.582% | -0.272% |
| 11/04/18 | 21.920% | 30897.71 | 19.437% | 19.666% | +2.254% | 22.250% | -0.330% |
| 12/04/18 | 21.780% | 30831.28 | 18.416% | 19.238% | +2.542% | 21.608% | +0.172% |
| 13/04/18 | 20.220% | 30808.38 | 18.381% | 19.085% | +1.135% | 21.279% | -1.059% |
| 16/04/18 | 21.410% | 30315.59 | 18.842% | 18.948% | +2.462% | 20.660% | +0.750% |
| 17/04/18 | 20.290% | 30062.75 | 18.964% | 18.808% | +1.482% | 20.353% | -0.063% |
| 18/04/18 | 18.670% | 30284.25 | 19.231% | 18.767% | -0.097% | 20.154% | -1.484% |
| 19/04/18 | 17.560% | 30708.44 | 19.997% | 19.083% | -1.523% | 20.337% | -2.777% |